+1,049.8%
MDB vs FTI
+362.1%
+687.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -17.4% | +5.3% | -22.7% | -18.2% |
| 30D | -2.0% | +15.3% | -17.4% | -4.4% |
| 3M | -3.0% | +15.8% | -18.8% | -5.7% |
| 6M | +48.7% | +22.6% | +26.1% | +42.9% |
| YTD | -12.1% | +79.5% | -91.7% | -20.9% |
| 1Y | +14.5% | +102.0% | -87.5% | +0.7% |
| 3Y | -6.1% | +315.8% | -322.0% | -26.8% |
| 5Y | -27.3% | +1,129.5% | -1,156.8% | -52.2% |
| All | +1,049.8% | +362.1% | +687.7% | +677.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling